| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 849139.7181 | 701628.0441 | 147511.674 | 2173424.3456 | -1149888.4423 | 3323312.7879 |
| Total P&L (%) | 849.1397 | 701.628 | 147.5117 | 2173.4243 | -1149.8884 | 3323.3128 |
| Avg Daily Profit (%) | 0.4386 | 0.3624 | 0.0762 | 0.1615 | 0 | 0.1827 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84905 | -63607 | -72823 | -3405370 | -2610349 | -2275644 |
| Profit Factor | 2.3232 | 3.2286 | 1.4513 | 1.173 | 0.8335 | 1.5871 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
| Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
| Profitability (%) | 35.8108 | 28.3784 | 43.2432 | 35.8108 | 28.3784 | 43.2432 |
| Ratio Avg Win / Avg Loss | 4.1642 | 8.1482 | 1.9048 | 2.1025 | 2.1036 | 2.0831 |
| Largest Winning Trade | 492491 | 492491 | 49834 | 1878787 | 1878787 | 1208814 |
| Largest Losing Trade | -30381 | -18030 | -30381 | -1204744 | -665887 | -1204744 |
| Avg Bars in Trades | 76 | 63 | 88 | 76 | 63 | 88 |
| Avg Bars in Winners | 152 | 144 | 157 | 152 | 144 | 157 |
| Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
| Bars Traded | 11258 | 4685 | 6573 | 11258 | 4685 | 6573 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337485 | -63786 | -156180 | -26578 | -657383 | -56246 |
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11616,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595116800000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759209217883,
"expiration_time": 1764222912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 18,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
849139.718124565,
701628.0440877392,
147511.6740368259,
2173424.3455996215,
-1149888.4422697509,
3323312.7878693724
],
[
849.139718,
701.628044,
147.511674,
2173.424346,
-1149.888442,
3323.312788
],
[
0.438605,
0.362411,
0.076194,
0.161487,
0,
0.182666
],
[
10,
10,
10,
10,
10,
10
],
[
-84905,
-63607,
-72823,
-3405370,
-2610349,
-2275644
],
[
2.323204,
3.228551,
1.451252,
1.17296,
0.833488,
1.587124
],
[
148,
74,
74,
148,
74,
74
],
[
53,
21,
32,
53,
21,
32
],
[
95,
53,
42,
95,
53,
42
],
[
35.810811,
28.378378,
43.243243,
35.810811,
28.378378,
43.243243
],
[
4.164234,
8.148248,
1.904769,
2.102475,
2.103565,
2.083101
],
[
492491,
492491,
49834,
1878787,
1878787,
1208814
],
[
-30381,
-18030,
-30381,
-1204744,
-665887,
-1204744
],
[
76,
63,
88,
76,
63,
88
],
[
152,
144,
157,
152,
144,
157
],
[
33,
31,
36,
33,
31,
36
],
[
11258,
4685,
6573,
11258,
4685,
6573
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337485,
-63786,
-156180,
-26578,
-657383,
-56246
]
]
}
{
"trading_pair": "LRC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11616,
"evaluation_days": 1936,
"actual_first_datapoint_time": 1591948800000,
"first_datapoint_time": 1595116800000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759209217883,
"expiration_time": 1764222912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 18,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|